+178.3%
RSPM vs SPY
+312.5%
-134.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.8% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -3.1% | -1.4% | -1.7% | -1.8% |
| 3M | +2.9% | +3.7% | -0.9% | -0.8% |
| 6M | +4.3% | +13.0% | -8.7% | -7.6% |
| YTD | +17.0% | +12.4% | +4.6% | +4.1% |
| 1Y | +22.1% | +18.5% | +3.5% | +3.1% |
| 3Y | +31.2% | +77.6% | -46.4% | -26.4% |
| 5Y | +29.8% | +81.7% | -51.9% | -29.2% |
| 10Y | +178.3% | +319.7% | -141.4% | -37.1% |
| All | +178.3% | +312.5% | -134.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling